PCA Index Dashboard Examples

PCA Index Dashboard Examples#

This script was last run at 2024-03-22 13:37:14.683611+00:00 (UTC)
In US/Central Time, this is 2024-03-22 08:37:14.683611-05:00
High Yield Index OAS 10Y-2Y Spread VIX CP - Treasury Spread, 3m NASDAQ Ret (transformed) 10-Year Treasury (transformed)
DATE
1997-01-02 -0.897059 -0.474845 0.086109 -0.008619 0.545322 0.254531
1997-01-03 -0.885349 -0.474845 -0.155694 0.006891 0.744905 0.205368
1997-01-06 -0.881446 -0.474845 -0.064266 -0.016374 0.777783 0.269317
1997-01-07 -0.881446 -0.454023 -0.129228 -0.047394 0.837411 0.382943
1997-01-08 -0.893156 -0.454023 -0.022161 -0.086169 0.785445 0.496177
... ... ... ... ... ... ...
2024-03-15 -0.858028 -1.495106 -0.723509 1.689736 0.831642 0.578849
2024-03-18 -0.869737 -1.474284 -0.733133 1.650961 0.714350 0.682726
2024-03-19 -0.881446 -1.463873 -0.794486 1.658716 0.738926 0.558629
2024-03-20 -0.865834 -1.401408 -0.888320 1.720756 0.828097 0.465853
2024-03-21 -0.865834 -1.432641 -0.902756 1.720756 0.821793 0.465853

7192 rows × 6 columns

../../_images/1504606a89a443ad8f068492a38ba141d87fea0c44bd935aa91559ab44c0412f.png
pc1
DATE
1997-01-02   -0.577620
1997-01-03   -0.683756
1997-01-06   -0.666662
1997-01-07   -0.703031
1997-01-08   -0.672701
                ...   
2024-03-15   -1.581542
2024-03-18   -1.564717
2024-03-19   -1.572425
2024-03-20   -1.596569
2024-03-21   -1.608104
Name: PC1, Length: 7192, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
../../_images/bbed2314f1333194d242497d7a959cffaeb2a8015948ce30baab7a1fdf2ab170.png
fig = px.line(pc1)
fig.show()
../../_images/52c049d31bfc90c32c63d88acd05259ba8b08426a71cdaaef0dfca4eaffa66aa.png